BNP Paribas Call 55 EBAY 20.09.20.../  DE000PC6NMW7  /

Frankfurt Zert./BNP
9/4/2024  8:50:38 AM Chg.+0.010 Bid8:55:24 AM Ask8:55:24 AM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.360
Bid Size: 12,500
0.370
Ask Size: 12,500
eBay Inc 55.00 USD 9/20/2024 Call
 

Master data

WKN: PC6NMW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 9/20/2024
Issue date: 3/14/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.42
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.37
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 0.37
Time value: 0.06
Break-even: 54.00
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.81
Theta: -0.04
Omega: 10.06
Rho: 0.02
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+28.57%
3 Months  
+38.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -